Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.71% | 111.45 CHF | 112.25 CHF | 2,500 | 110 | 2,500 | 110 | 279,189 CHF | 12,372 CHF | 100.00% | 100.00% |
19/11/2024 | 0.72% | 111.38 CHF | 112.18 CHF | 2,500 | 110 | 2,500 | 110 | 278,404 CHF | 12,338 CHF | 89.38% | 89.38% |
18/11/2024 | 0.71% | 111.88 CHF | 112.68 CHF | 2,500 | 110 | 2,500 | 110 | 279,430 CHF | 12,383 CHF | 99.68% | 99.68% |
15/11/2024 | 0.72% | 111.35 CHF | 112.15 CHF | 2,500 | 110 | 2,500 | 110 | 278,637 CHF | 12,348 CHF | 100.00% | 100.00% |
14/11/2024 | 0.72% | 111.35 CHF | 112.15 CHF | 2,500 | 110 | 2,500 | 110 | 277,785 CHF | 12,311 CHF | 100.00% | 100.00% |
13/11/2024 | 0.72% | 110.80 CHF | 111.60 CHF | 2,500 | 110 | 2,500 | 110 | 276,556 CHF | 12,257 CHF | 100.00% | 100.00% |
12/11/2024 | 0.72% | 110.24 CHF | 111.04 CHF | 2,500 | 110 | 2,500 | 110 | 277,206 CHF | 12,285 CHF | 98.75% | 98.75% |
11/11/2024 | 0.72% | 111.42 CHF | 112.22 CHF | 2,500 | 110 | 2,500 | 110 | 278,706 CHF | 12,351 CHF | 100.00% | 100.00% |
08/11/2024 | 0.71% | 111.17 CHF | 111.97 CHF | 2,500 | 110 | 2,500 | 110 | 278,942 CHF | 12,362 CHF | 99.85% | 99.85% |
07/11/2024 | 0.71% | 111.51 CHF | 112.31 CHF | 2,500 | 110 | 2,500 | 110 | 278,730 CHF | 12,352 CHF | 100.00% | 100.00% |